INDUSINDBK
Indusind Bank Limited
Historical option data for INDUSINDBK
15 Dec 2025 04:11 PM IST
| INDUSINDBK 30-DEC-2025 810 CE | ||||||||||||||||
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Delta: 0.84
Vega: 0.43
Theta: -0.56
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 15 Dec | 851.25 | 47.25 | 2.8 | 26.98 | 35 | 4 | 77 | |||||||||
| 12 Dec | 846.15 | 44.45 | 7.15 | 24.65 | 27 | -1 | 71 | |||||||||
| 11 Dec | 835.55 | 37.25 | 3.6 | 27.07 | 217 | 7 | 73 | |||||||||
| 10 Dec | 833.85 | 33.65 | -12.35 | 22.66 | 74 | -3 | 68 | |||||||||
| 9 Dec | 844.35 | 45.55 | 2.4 | 23.50 | 20 | 10 | 70 | |||||||||
| 8 Dec | 841.40 | 41.35 | -26.7 | 24.88 | 56 | 15 | 61 | |||||||||
| 5 Dec | 870.10 | 68.05 | 4.5 | 24.17 | 21 | -8 | 44 | |||||||||
| 4 Dec | 863.00 | 64.65 | 13.95 | 30.83 | 22 | 4 | 53 | |||||||||
| 3 Dec | 846.90 | 50.7 | -0.55 | 28.45 | 6 | 0 | 48 | |||||||||
| 2 Dec | 850.30 | 51.25 | 1.85 | 20.91 | 6 | 1 | 49 | |||||||||
| 1 Dec | 847.15 | 48.95 | -10.5 | 23.69 | 41 | -8 | 48 | |||||||||
| 28 Nov | 858.55 | 59.4 | 0.75 | 21.82 | 11 | 2 | 55 | |||||||||
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| 27 Nov | 857.45 | 58.1 | 4.4 | 20.40 | 63 | -14 | 55 | |||||||||
| 26 Nov | 850.70 | 53.4 | 6.65 | 21.87 | 71 | 17 | 70 | |||||||||
| 25 Nov | 839.90 | 46.95 | -7.65 | 20.66 | 105 | 24 | 53 | |||||||||
| 24 Nov | 836.05 | 54.65 | 11.35 | - | 0 | 15 | 0 | |||||||||
| 21 Nov | 846.55 | 54.65 | 11.35 | 24.78 | 38 | 14 | 28 | |||||||||
| 20 Nov | 829.40 | 43.85 | -9.95 | 25.27 | 9 | 1 | 15 | |||||||||
| 19 Nov | 839.60 | 53.8 | -5.6 | 27.70 | 17 | 7 | 13 | |||||||||
| 18 Nov | 847.95 | 59.4 | -3.8 | 27.10 | 7 | 1 | 6 | |||||||||
| 17 Nov | 854.05 | 63.2 | -14.05 | 25.51 | 10 | 3 | 4 | |||||||||
| 14 Nov | 848.25 | 77.25 | 26.95 | - | 0 | 0 | 0 | |||||||||
| 13 Nov | 863.45 | 77.25 | 26.95 | - | 0 | 0 | 0 | |||||||||
| 12 Nov | 864.40 | 77.25 | 26.95 | 32.08 | 1 | 0 | 1 | |||||||||
| 11 Nov | 826.10 | 50.3 | -10.8 | 28.58 | 1 | 0 | 0 | |||||||||
| 10 Nov | 799.35 | 61.1 | 0 | 0.23 | 0 | 0 | 0 | |||||||||
| 7 Nov | 797.25 | 61.1 | 0 | 0.17 | 0 | 0 | 0 | |||||||||
| 6 Nov | 786.20 | 61.1 | 0 | 1.18 | 0 | 0 | 0 | |||||||||
| 4 Nov | 790.20 | 61.1 | 0 | 0.98 | 0 | 0 | 0 | |||||||||
| 3 Nov | 796.90 | 61.1 | 0 | 0.02 | 0 | 0 | 0 | |||||||||
| 31 Oct | 794.80 | 61.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Oct | 800.95 | 61.1 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Oct | 807.45 | 61.1 | 0 | - | 0 | 0 | 0 | |||||||||
For Indusind Bank Limited - strike price 810 expiring on 30DEC2025
Delta for 810 CE is 0.84
Historical price for 810 CE is as follows
On 15 Dec INDUSINDBK was trading at 851.25. The strike last trading price was 47.25, which was 2.8 higher than the previous day. The implied volatity was 26.98, the open interest changed by 4 which increased total open position to 77
On 12 Dec INDUSINDBK was trading at 846.15. The strike last trading price was 44.45, which was 7.15 higher than the previous day. The implied volatity was 24.65, the open interest changed by -1 which decreased total open position to 71
On 11 Dec INDUSINDBK was trading at 835.55. The strike last trading price was 37.25, which was 3.6 higher than the previous day. The implied volatity was 27.07, the open interest changed by 7 which increased total open position to 73
On 10 Dec INDUSINDBK was trading at 833.85. The strike last trading price was 33.65, which was -12.35 lower than the previous day. The implied volatity was 22.66, the open interest changed by -3 which decreased total open position to 68
On 9 Dec INDUSINDBK was trading at 844.35. The strike last trading price was 45.55, which was 2.4 higher than the previous day. The implied volatity was 23.50, the open interest changed by 10 which increased total open position to 70
On 8 Dec INDUSINDBK was trading at 841.40. The strike last trading price was 41.35, which was -26.7 lower than the previous day. The implied volatity was 24.88, the open interest changed by 15 which increased total open position to 61
On 5 Dec INDUSINDBK was trading at 870.10. The strike last trading price was 68.05, which was 4.5 higher than the previous day. The implied volatity was 24.17, the open interest changed by -8 which decreased total open position to 44
On 4 Dec INDUSINDBK was trading at 863.00. The strike last trading price was 64.65, which was 13.95 higher than the previous day. The implied volatity was 30.83, the open interest changed by 4 which increased total open position to 53
On 3 Dec INDUSINDBK was trading at 846.90. The strike last trading price was 50.7, which was -0.55 lower than the previous day. The implied volatity was 28.45, the open interest changed by 0 which decreased total open position to 48
On 2 Dec INDUSINDBK was trading at 850.30. The strike last trading price was 51.25, which was 1.85 higher than the previous day. The implied volatity was 20.91, the open interest changed by 1 which increased total open position to 49
On 1 Dec INDUSINDBK was trading at 847.15. The strike last trading price was 48.95, which was -10.5 lower than the previous day. The implied volatity was 23.69, the open interest changed by -8 which decreased total open position to 48
On 28 Nov INDUSINDBK was trading at 858.55. The strike last trading price was 59.4, which was 0.75 higher than the previous day. The implied volatity was 21.82, the open interest changed by 2 which increased total open position to 55
On 27 Nov INDUSINDBK was trading at 857.45. The strike last trading price was 58.1, which was 4.4 higher than the previous day. The implied volatity was 20.40, the open interest changed by -14 which decreased total open position to 55
On 26 Nov INDUSINDBK was trading at 850.70. The strike last trading price was 53.4, which was 6.65 higher than the previous day. The implied volatity was 21.87, the open interest changed by 17 which increased total open position to 70
On 25 Nov INDUSINDBK was trading at 839.90. The strike last trading price was 46.95, which was -7.65 lower than the previous day. The implied volatity was 20.66, the open interest changed by 24 which increased total open position to 53
On 24 Nov INDUSINDBK was trading at 836.05. The strike last trading price was 54.65, which was 11.35 higher than the previous day. The implied volatity was -, the open interest changed by 15 which increased total open position to 0
On 21 Nov INDUSINDBK was trading at 846.55. The strike last trading price was 54.65, which was 11.35 higher than the previous day. The implied volatity was 24.78, the open interest changed by 14 which increased total open position to 28
On 20 Nov INDUSINDBK was trading at 829.40. The strike last trading price was 43.85, which was -9.95 lower than the previous day. The implied volatity was 25.27, the open interest changed by 1 which increased total open position to 15
On 19 Nov INDUSINDBK was trading at 839.60. The strike last trading price was 53.8, which was -5.6 lower than the previous day. The implied volatity was 27.70, the open interest changed by 7 which increased total open position to 13
On 18 Nov INDUSINDBK was trading at 847.95. The strike last trading price was 59.4, which was -3.8 lower than the previous day. The implied volatity was 27.10, the open interest changed by 1 which increased total open position to 6
On 17 Nov INDUSINDBK was trading at 854.05. The strike last trading price was 63.2, which was -14.05 lower than the previous day. The implied volatity was 25.51, the open interest changed by 3 which increased total open position to 4
On 14 Nov INDUSINDBK was trading at 848.25. The strike last trading price was 77.25, which was 26.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 13 Nov INDUSINDBK was trading at 863.45. The strike last trading price was 77.25, which was 26.95 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 12 Nov INDUSINDBK was trading at 864.40. The strike last trading price was 77.25, which was 26.95 higher than the previous day. The implied volatity was 32.08, the open interest changed by 0 which decreased total open position to 1
On 11 Nov INDUSINDBK was trading at 826.10. The strike last trading price was 50.3, which was -10.8 lower than the previous day. The implied volatity was 28.58, the open interest changed by 0 which decreased total open position to 0
On 10 Nov INDUSINDBK was trading at 799.35. The strike last trading price was 61.1, which was 0 lower than the previous day. The implied volatity was 0.23, the open interest changed by 0 which decreased total open position to 0
On 7 Nov INDUSINDBK was trading at 797.25. The strike last trading price was 61.1, which was 0 lower than the previous day. The implied volatity was 0.17, the open interest changed by 0 which decreased total open position to 0
On 6 Nov INDUSINDBK was trading at 786.20. The strike last trading price was 61.1, which was 0 lower than the previous day. The implied volatity was 1.18, the open interest changed by 0 which decreased total open position to 0
On 4 Nov INDUSINDBK was trading at 790.20. The strike last trading price was 61.1, which was 0 lower than the previous day. The implied volatity was 0.98, the open interest changed by 0 which decreased total open position to 0
On 3 Nov INDUSINDBK was trading at 796.90. The strike last trading price was 61.1, which was 0 lower than the previous day. The implied volatity was 0.02, the open interest changed by 0 which decreased total open position to 0
On 31 Oct INDUSINDBK was trading at 794.80. The strike last trading price was 61.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Oct INDUSINDBK was trading at 800.95. The strike last trading price was 61.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Oct INDUSINDBK was trading at 807.45. The strike last trading price was 61.1, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| INDUSINDBK 30DEC2025 810 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.16
Vega: 0.43
Theta: -0.34
Gamma: 0.01
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 15 Dec | 851.25 | 4.15 | -0.6 | 27.03 | 509 | -43 | 395 |
| 12 Dec | 846.15 | 4.9 | -2.8 | 25.02 | 412 | -9 | 438 |
| 11 Dec | 835.55 | 7.6 | -2.65 | 24.54 | 490 | 37 | 447 |
| 10 Dec | 833.85 | 10.55 | 3.7 | 27.73 | 612 | 6 | 409 |
| 9 Dec | 844.35 | 6.8 | -2.6 | 26.85 | 329 | 7 | 403 |
| 8 Dec | 841.40 | 9.7 | 5.9 | 28.24 | 635 | -170 | 397 |
| 5 Dec | 870.10 | 3.65 | -1.65 | 26.20 | 535 | 223 | 554 |
| 4 Dec | 863.00 | 5.45 | -2.5 | 26.89 | 370 | 52 | 330 |
| 3 Dec | 846.90 | 8.35 | 0.55 | 25.96 | 135 | 1 | 276 |
| 2 Dec | 850.30 | 7.7 | -1.55 | 26.65 | 119 | 0 | 276 |
| 1 Dec | 847.15 | 9.5 | 2.55 | 27.04 | 384 | 45 | 278 |
| 28 Nov | 858.55 | 7 | -0.6 | 26.21 | 151 | 20 | 234 |
| 27 Nov | 857.45 | 7.7 | -1.05 | 26.60 | 244 | -8 | 214 |
| 26 Nov | 850.70 | 8.85 | -2.9 | 25.83 | 337 | 3 | 225 |
| 25 Nov | 839.90 | 11.7 | -3.05 | 26.80 | 203 | 21 | 224 |
| 24 Nov | 836.05 | 14.8 | 2.65 | 27.58 | 164 | 26 | 204 |
| 21 Nov | 846.55 | 12.55 | -4.3 | 27.64 | 199 | 33 | 178 |
| 20 Nov | 829.40 | 16.7 | 2.6 | 26.71 | 48 | 2 | 144 |
| 19 Nov | 839.60 | 14.1 | 0.6 | 27.01 | 53 | 24 | 142 |
| 18 Nov | 847.95 | 13.5 | 0.9 | 28.36 | 6 | 2 | 118 |
| 17 Nov | 854.05 | 12.6 | -1.4 | 28.81 | 70 | 2 | 116 |
| 14 Nov | 848.25 | 13.8 | 1.3 | 27.82 | 27 | 8 | 116 |
| 13 Nov | 863.45 | 12.5 | -1.45 | 30.00 | 110 | 93 | 109 |
| 12 Nov | 864.40 | 13.95 | -48.95 | 30.82 | 22 | 15 | 15 |
| 11 Nov | 826.10 | 62.9 | 0 | 2.73 | 0 | 0 | 0 |
| 10 Nov | 799.35 | 62.9 | 0 | - | 0 | 0 | 0 |
| 7 Nov | 797.25 | 62.9 | 0 | - | 0 | 0 | 0 |
| 6 Nov | 786.20 | 62.9 | 0 | - | 0 | 0 | 0 |
| 4 Nov | 790.20 | 62.9 | 0 | - | 0 | 0 | 0 |
| 3 Nov | 796.90 | 62.9 | 0 | - | 0 | 0 | 0 |
| 31 Oct | 794.80 | 62.9 | 0 | - | 0 | 0 | 0 |
| 30 Oct | 800.95 | 62.9 | 0 | 0.26 | 0 | 0 | 0 |
| 29 Oct | 807.45 | 62.9 | 0 | 0.92 | 0 | 0 | 0 |
For Indusind Bank Limited - strike price 810 expiring on 30DEC2025
Delta for 810 PE is -0.16
Historical price for 810 PE is as follows
On 15 Dec INDUSINDBK was trading at 851.25. The strike last trading price was 4.15, which was -0.6 lower than the previous day. The implied volatity was 27.03, the open interest changed by -43 which decreased total open position to 395
On 12 Dec INDUSINDBK was trading at 846.15. The strike last trading price was 4.9, which was -2.8 lower than the previous day. The implied volatity was 25.02, the open interest changed by -9 which decreased total open position to 438
On 11 Dec INDUSINDBK was trading at 835.55. The strike last trading price was 7.6, which was -2.65 lower than the previous day. The implied volatity was 24.54, the open interest changed by 37 which increased total open position to 447
On 10 Dec INDUSINDBK was trading at 833.85. The strike last trading price was 10.55, which was 3.7 higher than the previous day. The implied volatity was 27.73, the open interest changed by 6 which increased total open position to 409
On 9 Dec INDUSINDBK was trading at 844.35. The strike last trading price was 6.8, which was -2.6 lower than the previous day. The implied volatity was 26.85, the open interest changed by 7 which increased total open position to 403
On 8 Dec INDUSINDBK was trading at 841.40. The strike last trading price was 9.7, which was 5.9 higher than the previous day. The implied volatity was 28.24, the open interest changed by -170 which decreased total open position to 397
On 5 Dec INDUSINDBK was trading at 870.10. The strike last trading price was 3.65, which was -1.65 lower than the previous day. The implied volatity was 26.20, the open interest changed by 223 which increased total open position to 554
On 4 Dec INDUSINDBK was trading at 863.00. The strike last trading price was 5.45, which was -2.5 lower than the previous day. The implied volatity was 26.89, the open interest changed by 52 which increased total open position to 330
On 3 Dec INDUSINDBK was trading at 846.90. The strike last trading price was 8.35, which was 0.55 higher than the previous day. The implied volatity was 25.96, the open interest changed by 1 which increased total open position to 276
On 2 Dec INDUSINDBK was trading at 850.30. The strike last trading price was 7.7, which was -1.55 lower than the previous day. The implied volatity was 26.65, the open interest changed by 0 which decreased total open position to 276
On 1 Dec INDUSINDBK was trading at 847.15. The strike last trading price was 9.5, which was 2.55 higher than the previous day. The implied volatity was 27.04, the open interest changed by 45 which increased total open position to 278
On 28 Nov INDUSINDBK was trading at 858.55. The strike last trading price was 7, which was -0.6 lower than the previous day. The implied volatity was 26.21, the open interest changed by 20 which increased total open position to 234
On 27 Nov INDUSINDBK was trading at 857.45. The strike last trading price was 7.7, which was -1.05 lower than the previous day. The implied volatity was 26.60, the open interest changed by -8 which decreased total open position to 214
On 26 Nov INDUSINDBK was trading at 850.70. The strike last trading price was 8.85, which was -2.9 lower than the previous day. The implied volatity was 25.83, the open interest changed by 3 which increased total open position to 225
On 25 Nov INDUSINDBK was trading at 839.90. The strike last trading price was 11.7, which was -3.05 lower than the previous day. The implied volatity was 26.80, the open interest changed by 21 which increased total open position to 224
On 24 Nov INDUSINDBK was trading at 836.05. The strike last trading price was 14.8, which was 2.65 higher than the previous day. The implied volatity was 27.58, the open interest changed by 26 which increased total open position to 204
On 21 Nov INDUSINDBK was trading at 846.55. The strike last trading price was 12.55, which was -4.3 lower than the previous day. The implied volatity was 27.64, the open interest changed by 33 which increased total open position to 178
On 20 Nov INDUSINDBK was trading at 829.40. The strike last trading price was 16.7, which was 2.6 higher than the previous day. The implied volatity was 26.71, the open interest changed by 2 which increased total open position to 144
On 19 Nov INDUSINDBK was trading at 839.60. The strike last trading price was 14.1, which was 0.6 higher than the previous day. The implied volatity was 27.01, the open interest changed by 24 which increased total open position to 142
On 18 Nov INDUSINDBK was trading at 847.95. The strike last trading price was 13.5, which was 0.9 higher than the previous day. The implied volatity was 28.36, the open interest changed by 2 which increased total open position to 118
On 17 Nov INDUSINDBK was trading at 854.05. The strike last trading price was 12.6, which was -1.4 lower than the previous day. The implied volatity was 28.81, the open interest changed by 2 which increased total open position to 116
On 14 Nov INDUSINDBK was trading at 848.25. The strike last trading price was 13.8, which was 1.3 higher than the previous day. The implied volatity was 27.82, the open interest changed by 8 which increased total open position to 116
On 13 Nov INDUSINDBK was trading at 863.45. The strike last trading price was 12.5, which was -1.45 lower than the previous day. The implied volatity was 30.00, the open interest changed by 93 which increased total open position to 109
On 12 Nov INDUSINDBK was trading at 864.40. The strike last trading price was 13.95, which was -48.95 lower than the previous day. The implied volatity was 30.82, the open interest changed by 15 which increased total open position to 15
On 11 Nov INDUSINDBK was trading at 826.10. The strike last trading price was 62.9, which was 0 lower than the previous day. The implied volatity was 2.73, the open interest changed by 0 which decreased total open position to 0
On 10 Nov INDUSINDBK was trading at 799.35. The strike last trading price was 62.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 Nov INDUSINDBK was trading at 797.25. The strike last trading price was 62.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Nov INDUSINDBK was trading at 786.20. The strike last trading price was 62.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Nov INDUSINDBK was trading at 790.20. The strike last trading price was 62.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Nov INDUSINDBK was trading at 796.90. The strike last trading price was 62.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 31 Oct INDUSINDBK was trading at 794.80. The strike last trading price was 62.9, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Oct INDUSINDBK was trading at 800.95. The strike last trading price was 62.9, which was 0 lower than the previous day. The implied volatity was 0.26, the open interest changed by 0 which decreased total open position to 0
On 29 Oct INDUSINDBK was trading at 807.45. The strike last trading price was 62.9, which was 0 lower than the previous day. The implied volatity was 0.92, the open interest changed by 0 which decreased total open position to 0































































































































































































































